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The Smirk in the S&P500 Future...
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The price of the smirk : returns to delta and vega neutral portfolios of S&P500 futures options
Caverhill, Andrew
;
Cheuk, Terry Hon Fu
;
Dyrting, Sigurd
-
2002
Persistent link: https://www.econbiz.de/10001693598
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2
Binomial models for some path-dependent options
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000903428
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3
Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1995
Persistent link: https://www.econbiz.de/10000904883
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4
Lookback options and the observation frequency : a binomial approach
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1994
Persistent link: https://www.econbiz.de/10000912209
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5
Average interest rate caps
Cheuk, Terry Hon Fu
;
Vorst, Ton
-
1997
Persistent link: https://www.econbiz.de/10000969007
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6
Complex barrier options
Cheuk, Terry Hon Fu
- In:
The journal of derivatives : the official publication …
4
(
1996
)
1
,
pp. 8-22
Persistent link: https://www.econbiz.de/10001207633
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Currency lookback options and observation frequency : a binomial approach
Cheuk, Terry Hon Fu
- In:
Journal of international money and finance
16
(
1997
)
2
,
pp. 173-187
Persistent link: https://www.econbiz.de/10001225600
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8
When is the short rate Markovian?
Carverhill, Andrew
- In:
Mathematical finance : an international journal of …
4
(
1994
)
4
,
pp. 305-312
Persistent link: https://www.econbiz.de/10001185090
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9
Efficient and flexible bond option valuation in the Heath, Jarrow, and Morton framework
Carverhill, Andrew
- In:
The journal of fixed income
5
(
1995
)
2
,
pp. 70-77
Persistent link: https://www.econbiz.de/10001213239
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Quasi mean reversion in an efficient stock market : the characterisation of economic equilibria which support black-scholes option pricing
Hodges, Stewart D.
- In:
The economic journal : the journal of the Royal …
103
(
1993
)
417
,
pp. 395-405
Persistent link: https://www.econbiz.de/10001146005
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